Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-11-09 0.328876 0.360603 0.395484 0.436947 0.485248 0.540184 0.608041
2025-11-16 0.288288 0.328393 0.375161 0.434533 0.509101 0.601369 0.727040
2025-11-23 0.267632 0.314015 0.370682 0.446608 0.548317 0.684081 0.887102
2025-11-30 0.247740 0.297221 0.359860 0.447434 0.571080 0.747142 1.033521
2025-12-07 0.230493 0.281473 0.347885 0.444047 0.586025 0.800032 1.176325
2025-12-14 0.215419 0.266903 0.335577 0.437994 0.595158 0.844393 1.315673
2025-12-21 0.201379 0.252432 0.321847 0.427922 0.596075 0.874722 1.437368
2025-12-28 0.194753 0.247456 0.320743 0.436032 0.626164 0.959086 1.691793
2026-01-04 0.190240 0.244968 0.322785 0.448842 0.665423 1.067703 2.043624
2026-01-11 0.181640 0.236007 0.314491 0.444227 0.673648 1.118413 2.280718
2026-01-18 0.176630 0.231882 0.313053 0.450451 0.701930 1.215770 2.694005
2026-01-25 0.166576 0.219752 0.298528 0.433395 0.684416 1.210934 2.803315
2026-02-01 0.156782 0.207753 0.283836 0.415461 0.664288 1.199233 2.897447
2026-02-08 0.151626 0.202454 0.279322 0.414736 0.677815 1.268954 3.323329
2026-02-15 0.149569 0.201701 0.281900 0.426631 0.718408 1.415793 4.190200
2026-02-22 0.145452 0.197542 0.278669 0.427658 0.736364 1.509862 4.948738
2026-03-01 0.140850 0.192399 0.273493 0.424594 0.744951 1.580892 5.695676
2026-03-08 0.136096 0.186802 0.267244 0.418972 0.747036 1.633997 6.431507
2026-03-15 0.130969 0.180407 0.259330 0.409558 0.739234 1.655215 7.002456
2026-03-22 0.129155 0.179209 0.260149 0.417158 0.772603 1.819880 9.115323
2026-03-29 0.128150 0.179250 0.263068 0.429147 0.818763 2.049657 12.919219
2026-04-05 0.124569 0.174943 0.258160 0.424831 0.823063 2.128588 15.397643
2026-04-12 0.122762 0.173469 0.258166 0.430652 0.854838 2.331296 21.705880